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Assured Guaranty
AGO

Overview Fund Activity

226 hedge funds and large institutions have $2.37B invested in Assured Guaranty in 2020 Q4 according to their latest regulatory filings, with 55 funds opening new positions, 78 increasing their positions, 67 reducing their positions, and 35 closing their positions.

New
Increased
Maintained
Reduced
Closed
Holders
226
Holders Change
+18
Holders Change %
+8.65%
% of All Funds
4.01%
Holding in Top 10
4
Holding in Top 10 Change
–
Holding in Top 10 Change %
–
% of All Funds
0.07%
New
55
Increased
78
Reduced
67
Closed
35
Calls
$10.1M
Puts
$53.2M
Net Calls
-$43.1M
Net Calls Change
-$14.9M

Top Buyers

1
BlackRock
BlackRock
New York
$215M
2
Goldman Sachs
Goldman Sachs
New York
$76.2M
3
State Street
State Street
Massachusetts
$69.7M
4
Vanguard Group
Vanguard Group
Pennsylvania
$271M
5
Morgan Stanley
Morgan Stanley
New York
$19.6M

Top Sellers

1
D.E. Shaw & Co
D.E. Shaw & Co
New York
$795K
2
TIM
Thornburg Investment Management
New Mexico
$21.3M
3
Two Sigma Investments
Two Sigma Investments
New York
$253K
4
Arrowstreet Capital
Arrowstreet Capital
Massachusetts
$0
5
AQR Capital Management
AQR Capital Management
Connecticut
$11.2M
Name Holding Trade Value Shares
Change 		Shares
Change %
Legal & General Group
26
Legal & General Group
United Kingdom
$11.9M +$5.93M +188,444 +99%
Two Sigma Advisers
27
Two Sigma Advisers
New York
$11.3M -$10.8M -342,100 -49%
AQR Capital Management
28
AQR Capital Management
Connecticut
$11.2M -$21.9M -718,848 -66%
PPA
29
Parametric Portfolio Associates
Washington
$10.9M +$3.66M +116,343 +50%
Invesco
30
Invesco
Georgia
$10.2M +$3.44M +109,250 +51%
SFI
31
Sonic Fund II
Hawaii
$9.45M – – –
Mackenzie Financial
32
Mackenzie Financial
Ontario, Canada
$9.37M +$543K +17,250 +6%
Schroder Investment Management Group
33
Schroder Investment Management Group
United Kingdom
$9.36M +$4.69M +149,018 +101%
KBC Group
34
KBC Group
Belgium
$9.25M -$5.02M -28,988 -35%
Nuveen Asset Management
35
Nuveen Asset Management
Illinois
$8.28M -$8.77M -278,347 -51%
SI
36
Sapience Investments
California
$8.21M +$3.22M +102,310 +65%
MHS
37
M Holdings Securities
Oregon
$7.91M +$882 +28 +0%
Bank of Nova Scotia
38
Bank of Nova Scotia
Ontario, Canada
$7.87M +$3.55M +112,599 +82%
Millennium Management
39
Millennium Management
New York
$7.73M +$753K +23,924 +11%
Royal Bank of Canada
40
Royal Bank of Canada
Ontario, Canada
$7.17M +$4.98M +158,117 +227%
Group One Trading
41
Group One Trading
Illinois
$7.13M +$2.91M +92,487 +69%
RhumbLine Advisers
42
RhumbLine Advisers
Massachusetts
$6.98M +$4.17M +132,477 +149%
Bank of America
43
Bank of America
North Carolina
$6.42M -$1.69M -53,514 -21%
California Public Employees Retirement System
44
California Public Employees Retirement System
California
$6.37M +$213K +6,779 +3%
Robeco Institutional Asset Management
45
Robeco Institutional Asset Management
Netherlands
$6.36M -$1.21M -38,291 -16%
Mitsubishi UFJ Trust & Banking
46
Mitsubishi UFJ Trust & Banking
Japan
$6.34M +$2.82M +89,614 +80%
RJA
47
Raymond James & Associates
Florida
$6.28M -$573K -18,184 -8%
Russell Investments Group
48
Russell Investments Group
United Kingdom
$6.11M -$2.2M -70,654 -27%
Manulife (Manufacturers Life Insurance)
49
Manulife (Manufacturers Life Insurance)
Ontario, Canada
$6.01M +$1.24M +39,468 +26%
Swiss National Bank
50
Swiss National Bank
Switzerland
$5.95M -$255K -8,100 -4%
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